+36.0%
KMB vs CMS
+127.3%
-91.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.1% |
| 7D | +0.5% | -0.5% | +1.0% | +0.8% |
| 30D | +12.4% | +7.2% | +5.2% | +8.5% |
| 3M | +1.0% | -1.3% | +2.2% | +1.6% |
| 6M | +12.1% | -4.3% | +16.5% | +14.8% |
| YTD | +11.6% | +2.1% | +9.5% | +10.3% |
| 1Y | +13.1% | -0.6% | +13.7% | +13.2% |
| 3Y | +1.6% | +38.0% | -36.5% | -14.4% |
| 5Y | -0.3% | +33.6% | -33.9% | -16.3% |
| All | +36.0% | +127.3% | -91.3% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling